-28.5%
MPWR vs PENG
+10.2%
-38.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -23.0% | +12.7% | -2.3% |
| 7D | -5.6% | -36.7% | +31.1% | +9.1% |
| 30D | -23.2% | -42.0% | +18.8% | -9.7% |
| 3M | -15.8% | -33.2% | +17.4% | -6.7% |
| 6M | -28.5% | +2.1% | -30.7% | -33.7% |
| All | -28.5% | +10.2% | -38.8% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling